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Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion - MaRDI portal

Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion (Q5423747)

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scientific article; zbMATH DE number 5207267
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Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion
scientific article; zbMATH DE number 5207267

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    Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion (English)
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    31 October 2007
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    Brownian motion
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    local time
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    self-intersection local time
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    stochastic integration
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